Access Statistics for Richard Ashley

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Bispectral Test for Nonlinear Serial Dependence 0 0 0 81 0 0 8 285
Assessing the Credibility of Instrumental Variables Inference With Imperfect Instruments Via Sensitivity Analysis 0 0 1 100 0 2 9 311
Beyond Optimal Forecasting 1 3 3 91 1 3 6 260
Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach 0 0 1 19 1 2 9 54
Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series 0 1 3 130 0 2 8 546
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 1 30 0 0 5 29
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 1 36 0 0 11 74
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 0 53 1 1 7 165
Growth May Be Good for the Poor, But Decline is Disastrous: On the Non-Robustness of the Dollar-Kraay "Growth is Good for the Poor" Result 0 0 0 70 0 0 8 300
International Evidence On The Oil Price-Real Output Relationship: Does Persistence Matter?* 0 0 0 21 0 1 12 48
Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve 1 1 1 61 1 1 8 306
Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback 0 0 3 92 0 0 14 418
On the Granger Causality between Median Inflation and Price Dispersion 0 0 1 88 0 1 9 203
On the Origins of Conditional Heteroscedasticity in Time Series 0 0 0 58 0 1 4 110
Persistence Dependence in Empirical Relations: The Velocity of Money 0 0 5 24 1 2 20 29
Re-Examining the Impact of Housing Wealth and Stock Wealth on Household Spending: Does Persistence in Wealth Changes Matter? 0 0 1 9 1 2 8 34
Sensitivity Analysis For Inference In 2SLS Estimation With Possibly-Flawes Instruments 0 0 2 29 0 0 12 60
Sensitivity Analysis of Inference in GMM Estimation With Possibly-Flawed Moment Conditions 0 2 4 55 0 4 17 59
Total Working Papers 2 7 27 1,047 6 22 175 3,291


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Bispectral Test for NonLinear Serial Dependence 0 0 0 34 1 3 17 154
A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment 0 0 0 6 0 0 7 61
A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns 0 0 0 11 1 1 8 55
A Simple Test for Regression Parameter Instability 0 0 0 0 0 0 3 276
A new technique for postsample model selection and validation 0 0 0 26 1 1 7 132
ARE TECHNOLOGY SHOCKS NONLINEAR? 0 1 1 11 0 1 8 78
Adaptive co-management and network learning in the Room for the River programme 0 0 0 1 0 0 6 12
Advertising and Aggregate Consumption: An Analysis of Causality 1 5 7 384 2 9 22 1,257
Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis 0 1 2 5 0 2 7 25
Comments on "A critical investigation on detrending procedures for nonlinear processes" 0 0 0 6 0 0 4 47
Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis 0 1 1 1 0 3 14 19
Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach 0 0 0 35 1 4 13 137
DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES 1 2 4 23 1 3 10 57
Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output 0 0 1 27 0 0 6 73
Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series 1 2 2 53 2 3 10 261
Further Results on Inventories and Price Stickiness 0 0 0 14 0 0 7 85
Growth may be good for the poor, but decline is disastrous: On the non-robustness of the Dollar-Kraay result 0 0 2 11 1 1 9 51
Inflation and the Distribution of Price Changes across Markets: A Causal Analysis 0 0 0 0 0 0 7 148
Linear versus Nonlinear Macroeconomies: A Statistical Test 1 2 2 71 1 3 17 452
Measuring Measurement Error in Economic Time Series 0 0 0 0 0 1 7 260
Motives for Giving: A Reanalysis of Two Classic Public Goods Experiments 0 1 2 6 3 7 19 324
On the Granger causality between median inflation and price dispersion 0 0 0 15 1 1 9 65
On the Optimal Use of Suboptimal Forecasts of Explanatory Variables 0 0 0 0 0 0 4 142
On the Origins of Conditional Heteroscedasticity in Time Series 2 2 2 5 4 6 10 27
On the relative worth of recent macroeconomic forecasts 0 0 0 55 0 0 9 145
Postponed linear approximations and adaptive control with non-quadratic losses 0 0 0 3 0 0 2 30
Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter? 0 0 1 7 0 2 8 28
Sensitivity analysis for inference in 2SLS/GMM estimation with possibly flawed instruments 0 0 1 4 2 3 10 25
Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominance Theory 0 0 0 66 0 0 3 210
Statistically significant forecasting improvements: how much out-of-sample data is likely necessary? 0 1 3 52 0 1 12 314
Time series analysis of residuals from the St. Louis model 0 0 0 24 0 0 3 120
To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models 1 2 4 29 2 4 13 119
Wages and profits: A comment 0 0 0 1 0 0 3 32
Total Journal Articles 7 20 35 986 23 59 294 5,221


Statistics updated 2017-06-02